-55.7%
BIDU vs TRU
+226.0%
-281.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -2.4% | -6.5% | +4.0% | -0.3% |
| 30D | -16.0% | -2.5% | -13.5% | -15.4% |
| 3M | -24.0% | +10.4% | -34.4% | -27.5% |
| 6M | -24.9% | +1.6% | -26.5% | -26.5% |
| YTD | -29.6% | -9.7% | -19.9% | -28.9% |
| 1Y | -15.2% | -17.3% | +2.1% | -12.2% |
| 3Y | -32.2% | -1.8% | -30.3% | -38.0% |
| 5Y | -43.8% | -36.2% | -7.5% | -39.7% |
| 10Y | -49.5% | +143.2% | -192.7% | -68.7% |
| All | -55.7% | +226.0% | -281.7% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling